Global Banking & Markets - Quantitative Researcher - Associate / VP -London London United Kin ...

Goldman Sachs, Inc.; Camden Town; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading global investment firm in Camden Town is seeking a Quantitative Strategist to lead their Quantitative Trading & Market Making desk. The role involves developing trading strategies for various products and applying advanced statistical and AI techniques to optimize risk management. Candidates should have a strong academic background in relevant fields and proficiency in programming languages like C++, Java, or Python. Excellent communication skills are also essential.

Qualifications

• Ability to lead a Quantitative Trading & Market Making desk.
• Experience with advanced statistical and AI techniques.
• Proficiency in creating scalable model calibration frameworks.

Responsibilities

• Lead the Quantitative Trading & Market Making desk.
• Develop strategies for equities, derivatives, and cash products.
• Apply AI techniques to inform systematic trading and risk decisions.
• Create frameworks for risk management and portfolio optimization.
• Collaborate with Quant Developers and engineering teams.

Skills

Quantitative analysis

Statistical modeling

Risk management

Programming (C++, Java, Python)

AI techniques

Excellent communication

Education

Strong academic background in physics, mathematics, statistics, engineering, or computer science

Job description

At Goldman Sachs, quantitative strategists are at the forefront of our business, solving real-world problems through analytical methods. Working closely with traders and sales, they provide invaluable quantitative insights into complex financial and technical challenges that drive our business decisions. Our team focuses on transforming the Equity business through quantitative trading and automation of key decisions. We handle various products such as stocks, options, ETFs, and futures, employing strategies like market making, automatic quoting, risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance and collaborate with traders and sales to add value for clients and the firm.

Role Responsibilities

• Lead our Quantitative Trading & Market Making desk, developing strategies for equities, derivatives, and cash products.
• Apply advanced statistical and AI techniques, including neural networks, to build models that inform systematic trading and risk decisions in real time.
• Develop frameworks for risk management and portfolio optimization across asset classes using factor models and other techniques.
• Create scalable model calibration frameworks for large-scale time series data using statistical and AI models.
• Advance our market-making strategies through technological development, collaborating with Quant Developers and engineering teams.
• Strong academic background in physics, mathematics, statistics, engineering, or computer science.
• Proficiency in programming languages such as C++, Java, or Python.
• Self‑motivated with excellent management skills, capable of handling multiple priorities under pressure.
• Excellent communication skills, both written and verbal.